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. Author manuscript; available in PMC: 2012 Jun 1.
Published in final edited form as: Biometrics. 2010 Aug 19;67(2):536–545. doi: 10.1111/j.1541-0420.2010.01476.x

Table 1.

Summaries of distributions of estimates of inverse weights for simulated subjects across 1000 Monte Carlo data sets. Min and Max are the minimum and maximum values across all subjects for whom the indicated inverse weights were calculated across all 1000 data sets, and SD is the standard deviation. The Moderate and Extreme scenarios are described in the text. Results for the Moderate scenario for n = 1000 were similar to those for n = 500.

Percentiles
Min 1% 5% 10% 25% 50% 75% 90% 95% 99% Max Mean SD
Moderate scenario, n = 500
Correct models
[K1{G1(Z), ψ̂}]−1 1.07 1.08 1.10 1.11 1.13 1.18 2.64 2.85 2.97 3.21 3.48 1.87 0.78
[K2{G2(Z), ψ̂}]−1 1.14 1.20 1.24 1.27 1.37 3.02 4.92 43.27 44.19 66.07 146.59 9.44 15.65
[π{∞, Z, ψ̂}]−1 1.14 1.19 1.23 1.24 1.28 1.40 3.12 4.79 6.01 36.97 146.59 3.31 6.12
Inorrect models
[K1{G1(Z), ψ̂}]−1 1.00 1.04 1.08 1.12 1.24 1.49 2.01 2.95 3.92 7.46 50.0 1.89 1.46
[K2{G2(Z), ψ̂}]−1 1.01 1.17 1.35 1.51 1.95 2.98 5.56 12.19 21.46 71.28 1960.13 7.04 22.37
[π{∞, Z, ψ̂}]−1 1.01 1.13 1.26 1.37 1.64 2.18 3.33 5.75 8.52 22.74 815.62 3.50 7.57
Extreme scenario, n = 500
Correct models
[K1{G1(Z), ψ̂}]−1 1.00 1.01 1.02 1.02 1.03 1.05 5.48 6.13 6.50 7.50 11.40 3.19 2.34
[K2{G2(Z), ψ̂}]−1 1.06 1.09 1.12 1.13 1.19 3.14 3.66 15.42 91.54 199.21 1333.93 13.79 41.12
[π{∞, Z, ψ̂}]−1 1.06 1.08 1.10 1.12 1.14 1.20 3.22 3.79 8.72 50.91 359.18 3.40 11.70
Inorrect models
[K1{G1(Z), ψ̂}]−1 1.00 1.01 1.01 1.02 1.09 1.48 3.50 12.04 28.20 159.82 156770.00 14.85 442.93
[K2{G2(Z), ψ̂}]−1 1.01 1.09 1.22 1.34 1.70 2.56 4.86 12.39 29.51 274.38 258602.00 36.10 1360.00
[π{∞, Z, ψ̂}]−1 1.01 1.07 1.15 1.23 1.43 1.86 2.88 5.61 9.49 43.22 240730.00 8.36 658.50